Like the message says you don’t have the TLS library installed. Actually it means that your wine is not compiled with “gnutls” networking flag.

In Gentoo, edit your /etc/portage/package.use file and add/update the entry for app-emulation/wine to use also the “gnutls” flag:

app-emulation/wine gnutls

After that you have to re-emerge the app-emulation/wine atom into portage, which means that your wine will be recompiled (with the dev-perl/Authen-SASL library) and reinstalled, so that this error should just disappear.